Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
        Distributions
Version: 0.92
Date: 2007-11-20
Author: William H. Asquith
Description: The package implements the statistical theory of L-moments
        including L-moment estimation, probability-weighted moment
        estimation, parameter estimation for numerous familiar and
        not-so-familiar distributions, and L-moment estimation for the
        same distributions from the parameters. L-moments are derived
        from the expectations of order statistics and are linear with
        respect to the probability- weighted moments. L-moments are
        directly analogous to the well-known product moments; however,
        L-moments have many advantages including unbiasedness,
        robustness, and consistency with respect to the product
        moments. This package is oriented around the FORTRAN algorithms
        of J.R.M. Hosking, and the nomenclature for many of the
        functions parallels that of the Hosking library. However,
        numerous extensions are made to aid in expand of the breadth
        and ease of L-moment application. Much theoretical extension of
        L-moment theory has occurred in recent years. E.A.H. Elamir and
        A.H. Seheult have developed the trimmed L-moments, which are
        implemented in this package. Further, recent developments by
        Robert Serfling and Peng Xiao have extended L-moments into
        multivariate space; the so-called sample L-comoments are
        implemented here. The supported distributions with moment type
        shown as L (L-moments) or TL (trimmed L-moments) and additional
        support for right-tail censoring ([RC]) include: Cauchy(TL),
        Exponential(L), Gamma(L), Generalized Extreme Value(L),
        Generalized Lambda(L & TL), Generalized Logistic (L),
        Generalized Normal(L), Generalized Pareto(L[RC] & TL),
        Gumbel(L), Normal(L), Kappa(L), Pearson Type III(L), Reverse
        Gumbel(L[RC]), Wakeby(L), and Weibull(L).
Maintainer: William H. Asquith <wasquith@austin.rr.com>
License: GPL
Packaged: Wed Nov 21 08:06:47 2007; wasquith
Built: R 2.5.1; ; 2007-11-22 14:22:54; windows
